Trading Metrics calculated at close of trading on 09-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2002 |
09-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
8,456.29 |
8,707.24 |
250.95 |
3.0% |
8,312.92 |
High |
8,717.42 |
8,796.68 |
79.26 |
0.9% |
8,796.68 |
Low |
8,430.33 |
8,575.98 |
145.65 |
1.7% |
8,030.82 |
Close |
8,712.02 |
8,745.45 |
33.43 |
0.4% |
8,745.45 |
Range |
287.09 |
220.70 |
-66.39 |
-23.1% |
765.86 |
ATR |
284.23 |
279.70 |
-4.54 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,368.14 |
9,277.49 |
8,866.84 |
|
R3 |
9,147.44 |
9,056.79 |
8,806.14 |
|
R2 |
8,926.74 |
8,926.74 |
8,785.91 |
|
R1 |
8,836.09 |
8,836.09 |
8,765.68 |
8,881.42 |
PP |
8,706.04 |
8,706.04 |
8,706.04 |
8,728.70 |
S1 |
8,615.39 |
8,615.39 |
8,725.22 |
8,660.72 |
S2 |
8,485.34 |
8,485.34 |
8,704.99 |
|
S3 |
8,264.64 |
8,394.69 |
8,684.76 |
|
S4 |
8,043.94 |
8,173.99 |
8,624.07 |
|
|
Weekly Pivots for week ending 09-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,821.90 |
10,549.53 |
9,166.67 |
|
R3 |
10,056.04 |
9,783.67 |
8,956.06 |
|
R2 |
9,290.18 |
9,290.18 |
8,885.86 |
|
R1 |
9,017.81 |
9,017.81 |
8,815.65 |
9,154.00 |
PP |
8,524.32 |
8,524.32 |
8,524.32 |
8,592.41 |
S1 |
8,251.95 |
8,251.95 |
8,675.25 |
8,388.14 |
S2 |
7,758.46 |
7,758.46 |
8,605.04 |
|
S3 |
6,992.60 |
7,486.09 |
8,534.84 |
|
S4 |
6,226.74 |
6,720.23 |
8,324.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,796.68 |
8,030.82 |
765.86 |
8.8% |
280.73 |
3.2% |
93% |
True |
False |
|
10 |
8,796.68 |
8,030.82 |
765.86 |
8.8% |
282.86 |
3.2% |
93% |
True |
False |
|
20 |
8,796.68 |
7,532.66 |
1,264.02 |
14.5% |
310.32 |
3.5% |
96% |
True |
False |
|
40 |
9,733.39 |
7,532.66 |
2,200.73 |
25.2% |
264.67 |
3.0% |
55% |
False |
False |
|
60 |
10,353.40 |
7,532.66 |
2,820.74 |
32.3% |
226.50 |
2.6% |
43% |
False |
False |
|
80 |
10,353.40 |
7,532.66 |
2,820.74 |
32.3% |
208.93 |
2.4% |
43% |
False |
False |
|
100 |
10,627.00 |
7,532.66 |
3,094.34 |
35.4% |
195.41 |
2.2% |
39% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
35.9% |
189.76 |
2.2% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,734.66 |
2.618 |
9,374.47 |
1.618 |
9,153.77 |
1.000 |
9,017.38 |
0.618 |
8,933.07 |
HIGH |
8,796.68 |
0.618 |
8,712.37 |
0.500 |
8,686.33 |
0.382 |
8,660.29 |
LOW |
8,575.98 |
0.618 |
8,439.59 |
1.000 |
8,355.28 |
1.618 |
8,218.89 |
2.618 |
7,998.19 |
4.250 |
7,638.01 |
|
|
Fisher Pivots for day following 09-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
8,725.74 |
8,665.52 |
PP |
8,706.04 |
8,585.58 |
S1 |
8,686.33 |
8,505.65 |
|